fHMM (version 0.3.0)

read_data: Read .csv-file

Description

Reads financial data from .csv-file.

Usage

read_data(controls)

Arguments

controls

A list of controls.

Value

A list containing the following elements:

data

A matrix of data that is modeled.

data_raw

A matrix of raw data.

data_fs_raw

A matrix of raw fine-scale data.

data_cs_raw

A matrix of raw coarse-scale data.

dates

A vector of dates.

T_star

A vector of fine-scale chunk sizes.